Access Statistics for Raoul Pietersz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Single Factor Markov-Functional and Multi Factor Market Models 0 0 0 158 4 5 12 449
A Comparison of Single Factor Markov-functional and Multi Factor Market Models 0 1 1 507 2 4 16 1,002
Efficient Rank Reduction of Correlation Matrices 0 0 0 104 2 2 8 395
Efficient Rank Reduction of Correlation Matrices 0 0 0 246 0 2 7 857
Fast drift approximated pricing in the BGM model 0 0 0 711 3 3 13 1,758
Generic Market Models 0 0 0 157 2 2 8 547
Generic Market Models 0 0 0 469 1 1 10 1,542
Rank Reduction of Correlation Matrices by Majorization 0 0 0 225 2 4 11 670
Rank reduction of correlation matrices by majorization 0 0 0 28 1 4 10 133
Risk Managing Bermudan Swaptions in the Libor BGM Model 0 0 0 867 5 5 9 2,111
Risk managing bermudan swaptions in the libor BGM model 0 0 0 37 5 5 11 163
Total Working Papers 0 1 1 3,509 27 37 115 9,627


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of single factor Markov-functional and multi factor market models 0 0 0 30 2 2 5 129
Generic market models 0 0 0 34 3 3 30 172
Rank reduction of correlation matrices by majorization 0 0 0 7 2 4 17 66
Total Journal Articles 0 0 0 71 7 9 52 367


Statistics updated 2026-05-06